Model check by kernel methods under weak moment conditions

    Authors

    I. Ahmad; X. H. Chen;Q. Li

    Abbreviated Journal Title

    Comput. Stat. Data Anal.

    Keywords

    consistent tests; moment conditions; kernel smoothing; bandwidth; simulations; NONPARAMETRIC REGRESSION; GOODNESS; TESTS; FIT; Computer Science, Interdisciplinary Applications; Statistics &; Probability

    Abstract

    In this paper, we study the moment conditions of the kernel smoothing tests. By comparing the similarity between kernel tests to non-smoothing tests, we suggest that the finite high-order moment conditions required to derive the limiting distributions of kernel tests are not necessary for the kernel bootstrap tests to work in finite sample applications. Simulation results strongly support our conjecture. (C) 2001 Elsevier Science B.V. All rights reserved.

    Journal Title

    Computational Statistics & Data Analysis

    Volume

    36

    Issue/Number

    3

    Publication Date

    1-1-2001

    Document Type

    Article

    Language

    English

    First Page

    403

    Last Page

    409

    WOS Identifier

    WOS:000168792200008

    ISSN

    0167-9473

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